Morgan Stanley Call 95 5UR 21.06.2024
/ DE000MB79E05
Morgan Stanley Call 95 5UR 21.06..../ DE000MB79E05 /
| 5/31/2024 5:47:41 PM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.61EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
RTX CORP. ... |
95.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
MB79E0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
RTX CORP. -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
6/9/2023 |
| Last trading day: |
6/3/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
11.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.94 |
| Intrinsic value: |
3.74 |
| Implied volatility: |
1.21 |
| Historic volatility: |
0.20 |
| Parity: |
3.74 |
| Time value: |
5.23 |
| Break-even: |
103.97 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
9.52 |
| Spread abs.: |
0.02 |
| Spread %: |
0.22% |
| Delta: |
0.62 |
| Theta: |
-0.42 |
| Omega: |
6.84 |
| Rho: |
0.01 |
Quote data
| Open: |
8.60 |
| High: |
8.61 |
| Low: |
8.60 |
| Previous Close: |
8.29 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.29% |
| 3 Months |
|
|
+451.92% |
| YTD |
|
|
+611.57% |
| 1 Year |
|
|
+56.26% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
8.61 |
7.75 |
| 6M High / 6M Low: |
8.61 |
0.72 |
| High (YTD): |
5/31/2024 |
8.61 |
| Low (YTD): |
1/16/2024 |
1.15 |
| 52W High: |
5/31/2024 |
8.61 |
| 52W Low: |
10/4/2023 |
0.40 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
8.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.85 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
48.71% |
| Volatility 6M: |
|
155.37% |
| Volatility 1Y: |
|
188.17% |
| Volatility 3Y: |
|
- |
